03762nam 22007935 450 991025496030332120240628132229.09781137477279113747727X10.1057/9781137477279(CKB)3710000000749904(SSID)ssj0001694918(PQKBManifestationID)16546096(PQKBTitleCode)TC0001694918(PQKBWorkID)14788506(PQKB)25091404(DE-He213)978-1-137-47727-9(MiAaPQ)EBC4719941(PPN)228321727(Perlego)3488201(EXLCZ)99371000000074990420160711d2016 u| 0engurnn|008mamaatxtccrBrazilian Derivatives and Securities Pricing and Risk Management of FX and Interest-Rate Portfolios for Local and Global Markets /by Marcos C. S. Carreira, Richard J. Brostowicz Jr1st ed. 2016.London :Palgrave Macmillan UK :Imprint: Palgrave Macmillan,2016.1 online resource (XXIV, 303 p.) Bibliographic Level Mode of Issuance: Monograph9781349554720 1349554723 9781137477262 1137477261 Includes bibliographical references and index.The Brazilian financial markets operate in a very different way to G7 markets. Key differences include onshore and offshore markets, exponential rates, business days day-counts, and price formation from the futures markets (instead of the cash markets). This book provides a quantitative, applied guide to the offshore and onshore Brazilian markets, with a focus on the financial instruments unique to the region. It offers a comprehensive introduction to the key financial 'archaeology' in the Brazil context, exploring interest rates, FX and inflation and key differences from G7 market finance. It explores the core industry investment banking business in detail, from FX to interest rates and cash and inflation. Finally it introduces the region's unique financial instruments, as well as their pricing and risk management needs. Covering both introductory and complex topics, this book provides existing practitioners in Brazil, as well as those interested in becoming involved inthese markets, everything they need to understand the market dynamics, risks, pricing and calibration of curves for all products currently available.International business enterprisesFinanceFinancial services industryEconometricsBusiness enterprisesFinanceBusiness mathematicsInternational BusinessFinancial EconomicsFinancial ServicesEconometricsCorporate FinanceBusiness MathematicsInternational business enterprises.Finance.Financial services industry.Econometrics.Business enterprisesFinance.Business mathematics.International Business.Financial Economics.Financial Services.Econometrics.Corporate Finance.Business Mathematics.332.64/570981Carreira Marcos C. Sauthttp://id.loc.gov/vocabulary/relators/aut963283Brostowicz Jr Richard Jauthttp://id.loc.gov/vocabulary/relators/autBOOK9910254960303321Brazilian Derivatives and Securities2184125UNINA